+46.0%
WDAY vs OTIS
+87.9%
-41.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | -10.5% | -5.0% | -5.5% | -8.7% |
| 30D | +2.1% | -6.5% | +8.6% | +4.8% |
| 3M | +34.6% | -2.0% | +36.6% | +35.8% |
| 6M | +29.9% | -20.2% | +50.1% | +41.5% |
| YTD | -13.8% | -21.0% | +7.1% | -5.9% |
| 1Y | -18.3% | -20.9% | +2.6% | -11.0% |
| 3Y | -26.2% | -13.3% | -12.8% | -24.6% |
| 5Y | -30.8% | -18.5% | -12.3% | -30.1% |
| All | +46.0% | +87.9% | -41.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling